MultiCharts historical data missing from database.

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jarym
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MultiCharts historical data missing from database.

Postby jarym » 19 Jul 2020

Hi,

In my MC.NET setup I had historical data for the ES instrument I've been collecting and saving since Jan 2019 with no interruptions (@ES#C from IQFeed). Today I logged in and I noticed a discrepancy on my tick chart.

Between 04/02/2020 and 18/02/2020 a data-gap has occurred. This was not there before, I had all this data in this period but somehow it has disappeared. I have attached a picture of my 5000 tick chart to demonstrate the issue. I checked in QuoteManager and a gap is apparent there also. Minute/Hourly/daily data is fine for this period.

What causes this? I have tried reloading all data but that does not work (probably because IQFeed only provide last 180 days of tick data). This was a crucial period in the market and it is horrendous to lose it - is it possible the data is still in the database somewhere and can be restored?
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QuoteManager.png
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5ktickGap.png
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jarym
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Re: MultiCharts historical data missing from database.

Postby jarym » 19 Jul 2020

Update on this - done some more digging and checked the IQFeed T&S app to see if tick data appears (technically 19 July - 180 calendar days = 21 Jan 2020 so I should be able to load this data). Sure enough, the IQFeed app still returns this data (screen shot attached).

So this looks increasingly like some kind of glitch in MC.NET - so in addition to wondering 1. Why did this data disappear in the first place? My 2nd query is 2. Why is this data not loading even though its in IQFeed?
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dataheck
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Re: MultiCharts historical data missing from database.

Postby dataheck » 31 Jul 2020

This doesn't directly address what you're talking about, but I raised an issue in the project management dashboard regarding QuoteManager data gaps: https://www.multicharts.com/pm/public/m ... es/MC-2627

The more you come to rely on a large QuoteManager database, the more worried you'll get about gaps - especially the ones that you don't know are there. How can we know if our data is of good quality today? You'd have to export it and manually check! I've got an 8 GB TSSTORAGE database and I don't how how continuous the set is :(

jarym
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Re: MultiCharts historical data missing from database.

Postby jarym » 31 Jul 2020

You're right, the integrity and consistency of the QuoteManager database is not assured in my view. MC support are not even responding to this post so that says something. Personally, I think they know there are data glitches in the system but are yet to acknowledge them.

I would think before any new features something as critical as this is investigated and addressed.


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